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Similar tests for covariance structures in multivariate linear models

Forchini, G (2005) Similar tests for covariance structures in multivariate linear models pp. 223-237.

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Abstract

Nyblom (J. Multivariate Anal. 76 (2001) 294) has derived locally best invariant test for the covariance structure in a multivariate linear model. The class of invariant tests obtained by Nyblom [9] does not coincide with the class of similar tests for this testing set-up. This paper extends some of the results of Nyblom [9] by deriving the locally best similar tests for the covariance structure. Moreover, it develops a saddlepoint approximation to optimal weighted average power similar tests (i.e. tests which maximize a weighted average power).

Item Type: Article
Authors :
NameEmailORCID
Forchini, Gg.forchini@surrey.ac.ukUNSPECIFIED
Date : April 2005
Uncontrolled Keywords : Multivariate linear model, Similar tests, Invariant tests, Covariance matrix, Locally best tests, Weighted average power tests
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:14
Last Modified : 16 May 2017 15:14
URI: http://epubs.surrey.ac.uk/id/eprint/818245

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